Are we seeing everything in a delayed manner?
If you mean "do we see things in slow motion", the answer is "no". We see things with a slight delay, but at the same speed as if the medium was a vacuum.
The easiest way to see this is to think about what would happen over time. Let's assume we are looking at a clock, and the light from the clock gets to us slowly - say it takes a second longer than it would in a vacuum. Then when the second hand reaches "1 second past the hour", I see it at the top of the hour. But a second later, the information "it is now one second later" must reach me. Otherwise, all that information will end up piled up between the clock and me - and a person who just walks into the room would either see a different time than I see (they see the one second delay), or for them the situation would be different than it was for me when I walked into the room. Neither of those things make sense.
So - constant delay due to the extra time the signal takes; but other than that, no difference in speed with which observed events unfold.
As was pointed out by @hobbs, the actual difference in speed between light in vacuum and in air is tiny. With the refractive index of air at STP around 1.0003, the difference is not something you would normally notice. Light travels 1 meter in about 3 nano seconds; on that scale, an extra 0.03% adds about 1 pico second.
There is a delay, but you don't see something in slow motion.
Let's say a certain event happens between $t_0$ and $t_1$. If the medium between you (the observer) and the event is air, the light will indeed reach you with a delay. You will see the event beginning at $t_0+ \Delta t_{air}$ and ending at $t_1+ \Delta t_{air}$. So the timeframe of the event is not stretched, just uniformly delayed.
If there's a vacuum between the event and the observer, there is also a uniform delay. The observer sees the event begin at $t_0+ \Delta t_{vacuum}$ and end at $t_1+ \Delta t_{vacuum}$.
Because light travels faster in a vacuum than air: $$\Delta t_{vacuum} < \Delta t_{air} $$
So you see the event slightly earlier in a vacuum than in air, but the event lasts the same amount of time in both cases.
Now when do you see something in slow motion (or speed up)?
Let's use the same event in air, but change the situation a little bit. The event begins at $t_0$ at distance $d_0$ from the observer. The event ends at $t_1$ at a distance $d_1$ from the observer.
If $d_0 \lt d_1$ the begin of the of the event is seen by the observer at $t_0 + \Delta t_{air}$, nothing changes here. But for the end of the event an extra term needs to be taken in consinderation. Because the light needs to travel a longer distance $(\Delta d$), the end of the event is observed at $t_1 + \Delta t_{air} + \Delta t_d$. This means the event is observed later, but also the timeframe of the event is stretched out. You see the event in slow motion.
If $d_0 \gt d_1$. The way of thinking is the same, except $\Delta t_d$ will be negative. This means you see the again the event with the same delay, but you see it speed up because the light of $t_1$ needs to travel a smaller distance.
We never see anything in real time, if that's what you mean. The most common example in day-to-day life is the sun, which we see as it actually "appeared" eight minutes ago. Even moonlight takes just over a second to reach us. And when you read about supernovae being discovered, our telescopes are witnessing those events millions or even billions of years after they actually occurred.
But the delay for objects near us (say, a car across the street) is negligible to the point of being irrelevant; any delay added by the Earth's atmosphere slowing the light from that car is even more negligible and, for all intents and purposes, might as well not exist. The resulting illusion that we do see things in real time is what can make it quite unintuitive to think about time delays on the astronomical scale.
A much more obvious example of perceptual time delays is with sound; it's always fun trying to explain to demon-spawn for the first time that lightning and thunder actually "happened" at the same time.